-30.3%
SIMO vs VSXY
+131.6%
-161.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.2% |
| 7D | +14.9% | -1.6% | +16.4% | +15.3% |
| 30D | -27.0% | +17.8% | -44.8% | -29.5% |
| 3M | -25.4% | +12.5% | -37.9% | -27.9% |
| 6M | -30.3% | +124.7% | -155.0% | -46.2% |
| All | -30.3% | +131.6% | -161.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling